+221.8%
FXI vs COO
+296.7%
-75.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +1.0% | -2.2% | +3.3% | +1.8% |
| 30D | -0.6% | -7.0% | +6.5% | +1.7% |
| 3M | +1.9% | +12.2% | -10.3% | -2.5% |
| 6M | -0.2% | -15.1% | +14.9% | +4.5% |
| YTD | -5.6% | -15.1% | +9.5% | -1.3% |
| 1Y | -4.7% | +2.3% | -7.0% | -6.8% |
| 3Y | +38.0% | -23.7% | +61.7% | +44.4% |
| 5Y | -2.7% | -38.9% | +36.3% | +8.1% |
| 10Y | +19.9% | +49.9% | -30.0% | -5.6% |
| All | +221.8% | +296.7% | -75.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling